-14.9%
CNH vs FROG
+160.8%
-175.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +35.3% | -32.6% | 0.0% |
| 7D | -1.7% | +7.0% | -8.7% | -2.7% |
| 30D | -7.2% | +2.9% | -10.1% | -8.0% |
| 3M | +6.5% | +21.6% | -15.1% | +3.7% |
| 6M | +7.9% | +87.7% | -79.8% | -0.2% |
| YTD | +26.6% | +61.7% | -35.1% | +17.7% |
| 1Y | +13.8% | +113.7% | -99.9% | +1.3% |
| 3Y | +9.2% | +267.7% | -258.5% | -14.4% |
| All | -14.9% | +160.8% | -175.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling